NYMEX Natural Gas Future January 2021
Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
3.023 |
3.051 |
0.028 |
0.9% |
2.884 |
High |
3.065 |
3.116 |
0.051 |
1.7% |
3.019 |
Low |
2.990 |
3.045 |
0.055 |
1.8% |
2.865 |
Close |
3.065 |
3.103 |
0.038 |
1.2% |
2.915 |
Range |
0.075 |
0.071 |
-0.004 |
-5.3% |
0.154 |
ATR |
0.066 |
0.066 |
0.000 |
0.5% |
0.000 |
Volume |
27,341 |
26,174 |
-1,167 |
-4.3% |
109,200 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.301 |
3.273 |
3.142 |
|
R3 |
3.230 |
3.202 |
3.123 |
|
R2 |
3.159 |
3.159 |
3.116 |
|
R1 |
3.131 |
3.131 |
3.110 |
3.145 |
PP |
3.088 |
3.088 |
3.088 |
3.095 |
S1 |
3.060 |
3.060 |
3.096 |
3.074 |
S2 |
3.017 |
3.017 |
3.090 |
|
S3 |
2.946 |
2.989 |
3.083 |
|
S4 |
2.875 |
2.918 |
3.064 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.395 |
3.309 |
3.000 |
|
R3 |
3.241 |
3.155 |
2.957 |
|
R2 |
3.087 |
3.087 |
2.943 |
|
R1 |
3.001 |
3.001 |
2.929 |
3.044 |
PP |
2.933 |
2.933 |
2.933 |
2.955 |
S1 |
2.847 |
2.847 |
2.901 |
2.890 |
S2 |
2.779 |
2.779 |
2.887 |
|
S3 |
2.625 |
2.693 |
2.873 |
|
S4 |
2.471 |
2.539 |
2.830 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.116 |
2.905 |
0.211 |
6.8% |
0.082 |
2.6% |
94% |
True |
False |
30,900 |
10 |
3.116 |
2.800 |
0.316 |
10.2% |
0.076 |
2.4% |
96% |
True |
False |
25,207 |
20 |
3.116 |
2.785 |
0.331 |
10.7% |
0.062 |
2.0% |
96% |
True |
False |
22,275 |
40 |
3.116 |
2.778 |
0.338 |
10.9% |
0.058 |
1.9% |
96% |
True |
False |
21,951 |
60 |
3.116 |
2.778 |
0.338 |
10.9% |
0.058 |
1.9% |
96% |
True |
False |
20,760 |
80 |
3.208 |
2.778 |
0.430 |
13.9% |
0.060 |
1.9% |
76% |
False |
False |
19,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.418 |
2.618 |
3.302 |
1.618 |
3.231 |
1.000 |
3.187 |
0.618 |
3.160 |
HIGH |
3.116 |
0.618 |
3.089 |
0.500 |
3.081 |
0.382 |
3.072 |
LOW |
3.045 |
0.618 |
3.001 |
1.000 |
2.974 |
1.618 |
2.930 |
2.618 |
2.859 |
4.250 |
2.743 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
3.096 |
3.077 |
PP |
3.088 |
3.051 |
S1 |
3.081 |
3.025 |
|